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Kim, Chang-Jin
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Nelson, Charles R.
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Bae, Jinho
1
Morley, James C.
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Startz, Richard
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Journal of Empirical Finance
Journal of money, credit and banking : JMCB
20
Journal of econometrics
19
Working Papers / Department of Economics, University of Washington
16
NBER Working Paper
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of Econometrics
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Journal of monetary economics
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The review of economics and statistics
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Discussion Papers in Economics at the University of Washington
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Journal of empirical finance
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NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper
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Journal of Money, Credit and Banking
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Macroeconomic dynamics
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International economic review
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Journal of economic literature
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Journal of political economy
5
NBER Technical Working Papers
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NBER technical working paper series
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Discussion Paper Series / Institute of Economic Research, Korea University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Finance Discussion Papers
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International finance discussion papers
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Journal of Applied Econometrics
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Journal of Business & Economic Statistics
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Technical working paper / National Bureau of Economic Research
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The Review of Economics and Statistics
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The journal of finance : the journal of the American Finance Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-Jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of Empirical Finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10005152384
Saved in:
2
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of Empirical Finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10005194293
Saved in:
3
Why are stock returns and volatility negatively correlated?
Bae, Jinho
;
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of Empirical Finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10005198989
Saved in:
4
Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization1
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of Empirical Finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10005199021
Saved in:
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